Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data

DOI10.1006/JMVA.1993.1056zbMATH Open0778.62004OpenAlexW2044656257MaRDI QIDQ689340FDOQ689340

Authors: Chuanhai Liu 

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1056

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zbMATH Keywords

monotone missing datamultiple imputationcovariance matrixposterior distributionBartlett's decompositiondate augmentation algorithmnonmonotone missing datanormal models

Mathematics Subject Classification ID

Multivariate analysis (62H99) Foundations and philosophical topics in statistics (62A01)

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• Covariance estimation: the GLM and regularization perspectives
• Working with missing data: imputation of nonresponse items in categorical survey data with a non-monotone missing pattern
• Efficient ML estimation of the multivariate normal distribution from incomplete data
• Estimation of a multivariate normal covariance matrix with staircase pattern data
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• Flexible Bayesian dynamic modeling of correlation and covariance matrices
• Modeling between-trial variance structure in mixed treatment comparisons
• An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data
• Prior-likelihood factorization and missing data
• Conjugate analysis of multivariate normal data with incomplete observations
• Estimation methods for the multivariate \(t\) distribution

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